Hi everybody,
I am currently working on mixtures of two densities ( f(xi,teta)=
(1-teta)*f1(xi) + teta*f2(xi) ),
particularly on the behavior of the variance for teta=0 (so sample only
comes from the first distribution).
To determine the maximum likelihood estimator I use the Newton-Rapdon
Iterati
What problem are you trying to solve? The mixture proportion you are
trying to estimate violates the assumptions that provide a normal
approximation to the distribution of maximum likelihood estimators.
These situations even violate the assumptions for 2*log(likelihood
ratio) being a
